Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 885854.3532 | 848484.9711 | 37369.3821 | 554179.3166 | 431483.4511 | 122695.8655 |
Total P&L (%) | 885.8544 | 848.485 | 37.3694 | 554.1793 | 431.4835 | 122.6959 |
Avg Daily Profit (%) | 0.4805 | 0.4602 | 0.0203 | 0.1019 | 0.0906 | 0.0434 |
Buy And Hold Return (%) | 271.3283 | 271.3283 | 271.3283 | 271.3283 | 271.3283 | 271.3283 |
Max Trade Drawdown | -140316 | -127768 | -80379 | -1028823 | -1149317 | -269187 |
Profit Factor | 2.9758 | 4.3812 | 1.1893 | 1.207 | 1.2473 | 1.1316 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 49.1525 | 50 | 48.2759 | 49.1525 | 50 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.0784 | 4.3812 | 1.2742 | 1.2486 | 1.2473 | 1.2124 |
Largest Winning Trade | 772189 | 772189 | 57829 | 878058 | 878058 | 255655 |
Largest Losing Trade | -39490 | -39490 | -38915 | -464757 | -464757 | -163376 |
Avg Bars in Trades | 119 | 134 | 102 | 119 | 134 | 102 |
Avg Bars in Winners | 148 | 165 | 130 | 148 | 165 | 130 |
Avg Bars in Losers | 90 | 104 | 76 | 90 | 104 | 76 |
Bars Traded | 7023 | 4047 | 2976 | 7023 | 4047 | 2976 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166586 | 524059 | -344591 | -243414 | -81852 | -377146 |
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{ "first_band": { "type": "dema", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 152, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 152, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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